We actually talked about this in my reference class. I think they ask for the same reason that people will ask someone who is clearly an employee (wearing a uniform and/or a nametag, behind an information desk, etc.) "Do you work here?" It's a safe question, because the asker already knows the answer. It's a kind of opener, a way to test the waters. Much as I make fun ;) I do understand why someone might want to do that.